+119.2%
NDAQ vs TMF
-28.1%
+147.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | 0.0% | -3.4% | +3.3% | +0.3% |
| 30D | +16.3% | +11.5% | +4.8% | +15.4% |
| 3M | +15.8% | -4.5% | +20.3% | +16.1% |
| 6M | +24.8% | -15.0% | +39.8% | +25.9% |
| YTD | +14.1% | -19.9% | +33.9% | +15.5% |
| 1Y | +26.5% | -26.6% | +53.1% | +29.0% |
| All | +119.2% | -28.1% | +147.3% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling